HS.DAT
Creators:
Eric Ghysels
;
Robert E. McCulloch
;
Ruey S. Tsay
From the dataset abstract
We present a general class of nonlinear time-series Markov regime-switching models for seasonal data which may exhibit periodic features in the hidden Markov process as well as in the...
Source: Bayesian inference for periodic regime-switching models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8cce7ccc-7fd9-4cea-9be9-6de8d1a6e3ed/resource/b30b31a5-4606-40c0-94e2-280302b61e5a/download/hs.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
